+283.6%
TJX vs CASY
+453.5%
-169.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -4.6% | -18.6% | +14.0% | +1.9% |
| 30D | -17.2% | -26.6% | +9.5% | -8.4% |
| 3M | -24.9% | -32.8% | +7.9% | -14.7% |
| 6M | -19.7% | -10.0% | -9.6% | -18.7% |
| YTD | -17.2% | +11.6% | -28.8% | -22.7% |
| 1Y | -9.4% | +11.5% | -20.9% | -15.6% |
| 3Y | +43.1% | +160.7% | -117.6% | -8.4% |
| 5Y | +96.7% | +232.4% | -135.7% | +11.1% |
| All | +283.6% | +453.5% | -169.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling